Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2229	3.07
$α$	0.0962	6.31
$β$	0.8404	38.38
$γ_{1}$	0.0962	1.56
$γ_{2}$	-0.2070	-2.61
$γ_{3}$	0.1968	5.94
$γ_{4}$	-0.1214	-3.99
$γ_{5}$	0.0297	0.92
$γ_{6}$	0.0505	1.50
$γ_{7}$	-0.1122	-2.69
$γ_{8}$	0.1612	2.62

V-Lab

Thk Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:66.02% (-3.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thk Co Ltd Analyses